Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47446.37 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46048.38 Kr¶

PnL: ---------------------------------------> -840.19 Kr¶

DD now: ---------------------------------> -2.434 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 11:42:31.117973'

Anic Portfolio¶

Today¶

Return: 0.289 %¶

This Week¶

Return: -0.974 %¶

Total¶

Return: 55.327 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 0.000000 2772.000000 136.000000 5.160000 2636.000010
HMS Networks 2 -0.400000 787.600000 114.600000 17.030000 673.000000
SAAB B 8 -0.050000 3441.600000 64.600000 1.910000 3377.000000
Nordea Bank Abp 29 0.850000 3513.060000 59.060000 1.710000 3453.999992
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 1.180000 394.400000 39.400000 11.100000 355.000000
Resurs Holding 22 1.700000 603.900000 29.900000 5.210000 573.999998
Boozt 12 0.570000 1681.200000 27.200000 1.640000 1653.999996
Corem Property Group B 59 0.790000 603.570000 26.570000 4.600000 576.999999
Intrum 4 1.510000 553.000000 26.000000 4.930000 527.000000
AcadeMedia 12 -0.330000 576.720000 19.720000 3.540000 557.000004
Securitas B 6 1.690000 585.840000 15.840000 2.780000 570.000000
Swedbank A 3 0.680000 579.750000 15.750000 2.790000 564.000000
Norva24 Group 16 0.870000 558.720000 15.720000 2.900000 543.000000
OEM International B 7 -0.510000 543.200000 15.200000 2.880000 527.999997
Eastnine 4 -0.480000 501.600000 10.600000 2.160000 491.000000
Creaspac SPAC 6 0.210000 582.000000 5.000000 0.870000 577.000002
Fastighetsbolag. Emilshus Pref 21 -1.460000 567.000000 5.000000 0.890000 562.000005
Samhällsbyggnadsbo. i Norden D 12 1.560000 250.560000 4.560000 1.850000 246.000000
Coor Service Management Hold. 8 -0.070000 535.200000 3.200000 0.600000 532.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Handelsbanken A 5 0.280000 541.500000 -4.500000 -0.820000 546.000000
Midsona B 63 0.220000 569.520000 -13.480000 -2.310000 582.999984
CTEK 13 -3.230000 513.500000 -20.500000 -3.840000 533.999999
International Petroleum Corp. 5 3.620000 572.000000 -22.570000 -3.800000 594.565215
Essity B 2 -0.400000 547.000000 -27.000000 -4.700000 574.000000
Essity A 4 -0.180000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 0.560000 3780.000000 -70.000000 -1.820000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -1.670000 2756.000000 -215.000000 -7.240000 2971.000006
OX2 18 0.890000 1431.000000 -233.000000 -14.000000 1663.999992
Axfood 13 0.370000 3481.400000 -274.600000 -7.310000 3756.000001
Ovzon 52 -0.370000 2766.400000 -595.600000 -17.720000 3361.999992
TOTAL 46048.380000 -840.190000 -2.43373% 46888.564618

Updated:¶

'2023-01-27 11:42:44.040246'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶